+5,191.1%
FDX vs ODFL
+29,515.9%
-24,324.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.5% |
| 7D | +0.5% | -5.4% | +5.9% | +1.5% |
| 30D | +9.5% | -7.7% | +17.2% | +11.1% |
| 3M | -1.3% | -20.8% | +19.5% | +2.8% |
| 6M | +5.5% | -15.0% | +20.6% | +8.5% |
| YTD | +38.9% | +7.6% | +31.3% | +36.7% |
| 1Y | +58.8% | +22.7% | +36.1% | +52.6% |
| 3Y | +71.1% | -12.9% | +84.0% | +73.5% |
| 5Y | +76.3% | -0.1% | +76.4% | +73.6% |
| 10Y | +153.4% | +550.4% | -397.0% | +91.4% |
| All | +5,191.1% | +29,515.9% | -24,324.9% | +2,714.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ODFL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling